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VIPS vs. TJX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between VIPS and TJX is 0.18, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

VIPS vs. TJX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vipshop Holdings Limited (VIPS) and The TJX Companies, Inc. (TJX). The values are adjusted to include any dividend payments, if applicable.

500.00%1,000.00%1,500.00%2,000.00%2,500.00%3,000.00%JulyAugustSeptemberOctoberNovemberDecember
2,431.22%
648.29%
VIPS
TJX

Key characteristics

Sharpe Ratio

VIPS:

-0.29

TJX:

2.22

Sortino Ratio

VIPS:

-0.11

TJX:

3.15

Omega Ratio

VIPS:

0.99

TJX:

1.40

Calmar Ratio

VIPS:

-0.19

TJX:

4.32

Martin Ratio

VIPS:

-0.65

TJX:

12.04

Ulcer Index

VIPS:

21.62%

TJX:

3.10%

Daily Std Dev

VIPS:

48.07%

TJX:

16.85%

Max Drawdown

VIPS:

-86.75%

TJX:

-64.60%

Current Drawdown

VIPS:

-69.46%

TJX:

-4.09%

Fundamentals

Market Cap

VIPS:

$6.88B

TJX:

$138.34B

EPS

VIPS:

$2.09

TJX:

$4.24

PE Ratio

VIPS:

6.42

TJX:

29.02

PEG Ratio

VIPS:

32.44

TJX:

2.51

Total Revenue (TTM)

VIPS:

$109.87B

TJX:

$56.42B

Gross Profit (TTM)

VIPS:

$26.07B

TJX:

$26.82B

EBITDA (TTM)

VIPS:

$10.74B

TJX:

$7.41B

Returns By Period

In the year-to-date period, VIPS achieves a -21.61% return, which is significantly lower than TJX's 31.85% return. Over the past 10 years, VIPS has underperformed TJX with an annualized return of -3.54%, while TJX has yielded a comparatively higher 15.29% annualized return.


VIPS

YTD

-21.61%

1M

0.74%

6M

-5.03%

1Y

-17.67%

5Y*

-0.73%

10Y*

-3.54%

TJX

YTD

31.85%

1M

1.86%

6M

10.62%

1Y

34.66%

5Y*

16.80%

10Y*

15.29%

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Risk-Adjusted Performance

VIPS vs. TJX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vipshop Holdings Limited (VIPS) and The TJX Companies, Inc. (TJX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for VIPS, currently valued at -0.29, compared to the broader market-4.00-2.000.002.00-0.292.22
The chart of Sortino ratio for VIPS, currently valued at -0.11, compared to the broader market-4.00-2.000.002.004.00-0.113.15
The chart of Omega ratio for VIPS, currently valued at 0.99, compared to the broader market0.501.001.502.000.991.40
The chart of Calmar ratio for VIPS, currently valued at -0.19, compared to the broader market0.002.004.006.00-0.194.32
The chart of Martin ratio for VIPS, currently valued at -0.65, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.6512.04
VIPS
TJX

The current VIPS Sharpe Ratio is -0.29, which is lower than the TJX Sharpe Ratio of 2.22. The chart below compares the historical Sharpe Ratios of VIPS and TJX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.29
2.22
VIPS
TJX

Dividends

VIPS vs. TJX - Dividend Comparison

VIPS's dividend yield for the trailing twelve months is around 3.17%, more than TJX's 1.20% yield.


TTM20232022202120202019201820172016201520142013
VIPS
Vipshop Holdings Limited
3.17%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TJX
The TJX Companies, Inc.
1.20%1.38%1.44%1.37%0.34%1.45%1.66%1.57%1.32%1.14%0.98%0.86%

Drawdowns

VIPS vs. TJX - Drawdown Comparison

The maximum VIPS drawdown since its inception was -86.75%, which is greater than TJX's maximum drawdown of -64.60%. Use the drawdown chart below to compare losses from any high point for VIPS and TJX. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-69.46%
-4.09%
VIPS
TJX

Volatility

VIPS vs. TJX - Volatility Comparison

Vipshop Holdings Limited (VIPS) has a higher volatility of 14.87% compared to The TJX Companies, Inc. (TJX) at 4.49%. This indicates that VIPS's price experiences larger fluctuations and is considered to be riskier than TJX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
14.87%
4.49%
VIPS
TJX

Financials

VIPS vs. TJX - Financials Comparison

This section allows you to compare key financial metrics between Vipshop Holdings Limited and The TJX Companies, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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